+56.4%
TXN vs EXEL
+192.6%
-136.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.8% |
| 7D | +2.0% | -2.9% | +4.8% | +2.4% |
| 30D | -8.0% | +11.9% | -19.9% | -9.7% |
| 3M | -7.8% | +9.2% | -17.0% | -9.4% |
| 6M | +32.4% | +39.1% | -6.7% | +24.5% |
| YTD | +51.7% | +31.0% | +20.7% | +43.7% |
| 1Y | +44.3% | +52.3% | -8.0% | +32.6% |
| 3Y | +71.3% | +159.7% | -88.5% | +38.1% |
| 5Y | +56.4% | +187.7% | -131.3% | +17.4% |
| All | +56.4% | +192.6% | -136.1% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling